Is the conservation of angular momentum violated in electron jumps from one orbital to another?

When an electron moves from a higher orbital to a lower orbital, the atom emits a photon. This photon carries away the energy difference. However a photon always has an angular momentum of $\hbar$, which is exactly the size of the angular momentum difference for which you are looking for.

Angular momentum is conserved only if there's no external forces, in this case the electron gains energy by light or by heat wich is kinetic energy. They are both external forces so the conservation of angular moment does not apply.

In short, you must consider the total elements of the system for conservation of momentum. In this case, nearly all of the momentum is exchanged between the electron and a photon that is absorbed or radiated away (the light). Momentum is conserved, and is largely balanced by this electron-photon interaction, although smaller amounts may be exchanged with the nucleus.

As a side note: the Bohr model is a proto-quantum mechanical model - it had some quantized features but was not a fully developed theory, so treat it with a little skepticism (in particular, it does not describe the ground state that has zero angular momentum, among other shortcomings).